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Hubungan antara Kadar Pulangan Nominal dengan Permintaan Deposit Sistem Perbankan Islam di Malaysia

Jurnal Ekonomi Malaysia

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Title Hubungan antara Kadar Pulangan Nominal dengan Permintaan Deposit Sistem Perbankan Islam di Malaysia
 
Creator Abdul Karim, Zulkefly; Pusat Pengajian Ekonomi Fakulti Ekonomi dan Pengurusan Universiti Kebangsaan Malaysia 43600 UKM Bangi Selangor
Mokhtar, Aminudin; Pusat Pengajian Ekonomi Fakulti Ekonomi dan Pengurusan Universiti Kebangsaan Malaysia 43600 UKM Bangi Selangor
Shah Zaidi, Mohd Azlan; Pusat Pengajian Ekonomi Fakulti Ekonomi dan Pengurusan Universiti Kebangsaan Malaysia 43600 UKM Bangi Selangor
 
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Description ABSTRAKObjektif utama kajian ini adalah untuk mengkaji pengaruh struktur kadar pulangan deposit terhadap permintaan deposit di Sistem Perbankan Islam (SPI) yang terdiri daripada Bank Perdagangan, Syarikat Kewangan danBank Saudagar. Ujian Chow menunjukkan wujud perubahan struktur terhadap fungsi permintaan deposit bagi ketiga-tiga buah institusi tersebut dan SPI secara keseluruhan. Oleh itu, analisis perlu dibahagikan kepadadua kumpulan sampel iaitu dari Mac 1994 hingga Jun 1997 (sampel 1) dan Julai 1997 hingga November 2002 (sampel 2). Keputusan ujian sebab-menyebab Granger dalam versi Model Vektor Pembetulan Ralat (VECM) ke atas sampel 1, membuktikan pertumbuhan kadar pulangandeposit pelaburan (KPDP) mempengaruhi pertumbuhan permintaan deposit pelaburan (DP) di Bank Perdagangan, Syarikat Kewangan dan SPI. Dalam tempoh yang sama, juga wujud hubungan sebab-menyebab dua hala antara pertumbuhan kadar pulangan deposit simpanan (KPDS)dengan deposit simpanan (DS) di Bank Perdagangan sahaja. Hubungan antara kadar pulangan dengan permintaan deposit adalah berbeza dalam sampel 2, yang mana wujud hubungan dua hala antara pertumbuhanKPDP dengan DP di Bank Perdagangan dan SPI sahaja. Di Bank Saudagar, pertumbuhan DP mempunyai pengaruh yang signifikan terhadap pertumbuhan KPDP sama ada dalam jangka panjang mahupun jangka pendek. Berbanding dengan sampel 1, pertumbuhan KPDS dalam sampel 2 telah memperlihatkan pengaruh yang signifikan terhadap DS untuk semua institusi yang terlibat dan SPI secara keseluruhannya. Penemuan kajian ini membuktikan kadar pulangan deposit sangat penting dalam mempengaruhi kelakuan unit-unit ekonomi meminta deposit di SPI.Kata kunci: kadar pulangan deposit; ujian sebab-menyebab; sistem perbankan IslamABSTRACTThe main objective of this study is to examine the influence of the rates of return of deposit on demand for deposit in Islamic Banking System (SPI) which comprises of commercial banks, finance companies and merchantbanks which provide islamic banking scheme. Early finding of Chow test showed that there exists a structural break in the sample period of deposit demand function for each of the institution and the SPI as a whole. As a result, the analysis is done on two sample periods which are from March 1994 to June 1997 (sample 1) and July 1997 to November 2002 (sample 2). Results of causality tests from vector error correction model for sample 1, show that the change in the rates of return for investment deposit(KPDP) causes the change in the demand for investment deposit (DP) for the commercial banks, the finance companies and the SPI as a whole. Furthermore, there is also a bilateral causality between the change in therates of return for saving deposit (KPDS) and the change in the demand for saving deposit (DS) for the commercial banks. The results are different for sample 2, whereby bilateral causality exists between the change in KPDP and the change in DP for the commercial banks as well as for the SPI as a whole. For the merchant banks, the change in DP has significant influence on the change in KPDP either in the long run or the short run. Compared to the results in sample 1, the change in KPDS in sample 2 hassignificant influence on the change in DS for each of the institution and for the SPI as a whole. Thus, the findings reveal that the rates of return on deposit play a vital role in influencing the behavior of economic units to demand for deposit in the SPI.
 
Publisher Universiti Kebangsaan Malaysia
 
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Date 2012-12-07
 
Type info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
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Format application/pdf
 
Identifier http://ejournal.ukm.my/jem/article/view/1641
 
Source Jurnal Ekonomi Malaysia; Vol 38 (2004): Jurnal Ekonomi Malaysia
0126-1962
 
Language eng
 
Relation http://ejournal.ukm.my/jem/article/view/1641/1406
 
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